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(1)
x ( t ) = ???
(3)
x& ( t ) = b 1 + 2b 2 t + kb k t k 1 + L
(4)
2b 2 = ab 1 = a 2 b 0 b 2 =
(5)
As
1
x ( t ) = 1 + at + at 2 + L b 0
2
1
x ( t ) = 1 + at + a 2 t 2 + L x ( 0 ) = e at x ( 0 )
2
N ow consider
x& = Ax
(6)
Analogy w ith scalar, w e have
x ( t ) = b 0 + b1 t + b 2 t 2 + L + b k t k + L
(7)
x& ( t ) = b 1 + 2b 2 t + kb k t k 1 + L
(8)
1
x ( t ) = 1 + At + A 2 t 2 + L x ( 0 ) = e At x ( 0 ) = (t)x ( 0 )
2
(9)
At
interest.
It is referred to as matrix exponential and analogously, it can be
represented as
At
Ak t k
=
k = 0 k!
if AB = BA
e(
if AB BA
A + B) t
e At eBt
e At e At = I
x (0)
1
x ( t ) = L 1 ( sI A ) x ( 0 ) x ( t ) = e A t x ( 0 )
or
x ( t ) = ( t ) x (0 )
w here
( t ) : n n m atrix and is the unique solution
: S tate transition m atr ix. It has all the inform ation about
the free m otion of the system define by x& = A x
(0 ) = I
A lso note
5
-1 ( t ) = e -A t = ( t )
e1t
(t) =
M
0
e2 t
O
0
L 0
O M
n t
L e
L
e1t , e2 t ,L en t
Properties of ( t )
As
( t ) = e At
( 0 ) = e A(0) = I
( t ) = e = (e
( t1 + t 2 ) = e
( t ) = ( nt )
( t 2 t1 ) ( t1 t 0 ) = ( t 2 t 0 )
At
An Example
At 1
A ( t1 + t 2 )
= ( t )
=e
A ( t1 ) A ( t 2 )
or 1 ( t ) = ( t )
= ( t1 ) ( t 2 )
0
For x& = Ax, where A=
2
Obtain ( t ) and -1 ( t )
Solution : As
Note that
e At = ( t ) = L-1
s
sI A =
2
( sI A )
1
s + 3
s + 3
( sI A ) =
( s + 1)( s + 2 ) 2
Using partial fraction expansion
1
1
3
1
s
2
1
s + 3 1
1
s+2
-1
-1 s + 1
(t) = L
=
L
2 s
+
+
s
1
s
2
(
)(
)
2 2
s + 1 s + 2
2e -t e 2 t
= -t
2 t
2e 2e
8
e -t e 2 t
,
-2t
t
2e e
2e t e 2 t
(t ) = t
2t
2e 2e
1
1
s + 1 s + 2
2
1
s + 2 s + 1
et e2t
2e 2t e t
x& = Ax + Bu (1)
Now
x& Ax = Bu
x n 1
n 1
u
nn
A
B np
Convolution integral
( multiply by e
e At ( x& Ax ) = e At Bu
At
both side )
e ( x& Ax )d = e
A
At
0
At
x ( t ) x (0) = e
0
d A
e x ( ) d = e A Bu ( )d
Bu ( )d
d
0
0
Bu ( )d x ( t ) = e x ( 0 ) + e
At
0
t
x ( t ) = ( t ) x ( 0 ) + ( t ) Bu ( )d (2)
9
0
Control System Design-II by Dr. A.Q. Khan
A (t )
Bu ( )d
( x ( 0 ) + BU ( s ) )
t
x ( t ) = e x (0) + e
At
A ( t )
Bu ( ) d
A ( t ti )
x (0) + e
A ( t )
ti
10
Bu ( ) d
An Example
Consider
x& = Ax + Bu,
where
0 1
0
0
0
A=
,
B
,
x
0
=
,
u
t
step
I/P=
=
=
( ) ()
1
-2
-3
0
1
Find x ( t ) .
Solution :
As
2e -t e 2 t
( t ) = -t
2 t
2e 2e
e -t e 2t
2e -2t e t
x ( t ) = e A ( t ) Bu ( ) d
0
1 t 1 2 t
e + e
x (t) = 2
2
t
2t
e e
11
since x ( 0 ) = 0,
for t<0
for t 0
Computation of
At
( t ) = e = L
At
-1
{(sI A) }
1
Discussed in
Previous slides
Method of Diagonalization of A:
if D = P 1 A P th en
e At = P e Dt P 1
Caley-Hamilton Theorem and minimal polynomial theorem
Minimal polynomials of A involves distinct roots
Minimal polynomials of A involves repeated roots
12
Cayley-Hamilton Theorem
Very useful theorem in linear algebra
after the names of two mathematicians: Arthur Cayley and
William Hamilton
It states, Every square matrix over commutative ring (Real or
complex) satisfies its own characteristic equation
For example if A is an n n square matrix with
characteristics polynomial
( ) = n + a1 n 1 + L + a n 1 + a n = 0 ---------- (1)
Then
( A ) = A n + a1A n 1 + L + a n 1A + a n I = 0 -------- (2)
13
14
Computation of
( A ) = e At
distinct roots
Let us assume that the minimal polynomial of A is m. Then ( A )
Sylvesters interpolation
formula
1
2
M
1 m m 1
1
A
12
22
M
L 1m 1
L 2 m 1
M
M
m m 1 M m m 1
A2
L A m 1
e1t
e2 t
M =0
------------ (3)
em t
e At
obtain
e At = 0 ( t ) I + 1 ( t ) A + 2 ( t ) A 2 + L + m 1 ( t ) A m 1 ----- (4)
15
and
e1t = 0 ( t ) + 1 ( t ) 1 + 2 ( t ) 12 + L + m 1 ( t ) 1m 1
e2 t = 0 ( t ) + 1 ( t ) 2 + 2 ( t ) 2 2 + L + m 1 ( t ) 2 m 1
M
------ (5)
em t = 0 ( t ) + 1 ( t ) m + 2 ( t ) m 2 + L + m 1 ( t ) m m 1
16
An Example
Find e At
0 1
A=
0 2
Solution :
The eigenvalues are 1 = 0 , 2 = 2 .From the theory just discussed, we have
1
1 2
I A
e 1t
e 2 t = 0
e At
e At
17
1
=
1
1 e 2 t )
(
e 2t
1
A + 2I Ae 2 t )
(
2
Alternative :
As
e At = 0 (t )I + 1 (t ) A ,
where
0 (t ) + 1 (t )1 = e 1t
0 (t ) + 1 (t ) 2 = e 2 t
Since 1 = 0 , 2 = 2 ; Then
0 (t ) = 1
0 (t ) 2 1 (t ) = e 2 t 1 (t ) =
1
1 e 2t )
(
2
Therefore
e At
18
1
1
2t
= I + (1 e ) A =
2
0
1
2t
1 e )
(
2t
e
Computation of
( A ) = e At
roots
Let us assume that the minimal polynomial of A involves three
21
2
( m 1) 1m 2
1
M
12
M
L
L
1m 1
M
e1t
M
1 m
1 A
m2
A2
m3
A3
L
L
m m 1
A m 1
em t
e At
1
M
2
1
3
1
t 2 1t
e
2
te1t
31
19
( m 1)( m 2 )
=0
(6)
(7)
and
( m 1)( m 2 )
t 2 1t
e = 2 ( t ) + 3 ( t ) 1 + L +
m 1 ( t ) 1m 3
2
2
te1t = 1 ( t ) + 2 2 ( t ) 1 + 3 3 ( t ) 12 + L + m 1 ( t ) 1m 1
e1t = 1 ( t ) + 2 ( t ) 1 + 3 ( t ) 12 + L + m 1 ( t ) 1m 1
e2 t = 1 ( t ) + 2 ( t ) 2 + 3 ( t ) 2 2 + L + m 1 ( t ) 2 m 1
M
em t = 0 ( t ) + 1 ( t ) m + 2 ( t ) m 2 + L + m 1 ( t ) m m 1
Example: Find e At
2 1 4
A = 0 2 0
0 3 1
Solution :
The eigenvalues are 1 = 2 = 2 , 3 = 1 .From the theory just discussed, we have
e At = 0 (t )I + 1 (t ) A + 2 (t ) A 2 and
te 1t = 1 (t ) + 2 2 (t )1 te 2 t = 1 (t ) + 4 2 (t )
e 2t = 0 (t ) + 1 (t )2 + 2 (t )2 2 e 2 t = 0 (t ) + 21 (t ) + 4 2 (t )
e 3t = 0 (t ) + 1 (t )3 + 2 (t )3 2 e t = 0 (t ) + 1 (t ) + 2 (t )
Solving the above set of equations, we have
0 (t ) = 4e t 3e 2 t + 2te 2 t ,
1 (t ) = 4e t + 4e 2 t 3te 2 t
2 (t ) = e t e 2 t + 3te 2 t
Finally
e At
21
e 2t
2
= 0 (t )I + 1 (t ) A + 2 (t ) A = 0
0
4e t + 4e 2 t
x ( t ) = ( t,t 0 ) x ( t 0 ) + ( t, )B ( ) u ( ) d
t0
A ( t-t 0 )
23
T h e o r e m : A n e c e s s a r y a n d s u ffic ie n t c o n d itio n s
fo r s y s te m r e a c h a b ility [c o n tr o lla b ility ] a t tim e is
th a t W ( ,t ) is p o s itiv e d e fin ite fo r s o m e t
w h e r e W (.,.) is a n n n G r a m m ia n m a tr ix d e fin e d b y
t
W ( , t ) =
( , )B ( ) B T ( ) T (t, ) d
Strong notion
It refers to the fact that the property is independent of initial
time.
24
rank B AB A n1B = n
Pr oof : The solution is
t
0= (t1 ) x (0) + ( t1 )B () u () d
0
t1
x (0) = ()B () u () d
0
25
= ak () A k
Now
t1 n1
x (0) =
t1
n1
a () A B ()u() d = A B a ()u() d
k
0 k =0
k =0
t1
Let k = ak ()u () d
Controllability matrix
1
n1
2
k
n
1
x (0) = A Bk = B AB A B =
k =0
----- (1)
26
Example-I
x 1 1 1 x1 1
=
+ u
x 2 0 1 x 2 0
1 1
Rank (M) = 1 2
M = [B AB ] =
0 0
Example-II
x 1 1 1 x1 0
=
+ u
x 2 0 1 x 2 1
0 1
Rank (M) = 2
M = [B AB ] =
1 1
(s + 2.5)
=
U(s) (s + 2.5)(s 1)
28
An Example
x&1 = 3x1 + x2 + u
x&2 = 2 x1 + 1.5 x2 + 4u
Controllability ????
29
A n E x a m p le
x& 1 = 3 x 1 + x 2 + u
x& 2 = 2 x 1 + 1 .5 x 2 + 4 u
y = x1
C o n tro lla b ility ? ? ? ?
S o lu tio n :
A p p a ra n tly Y E S
L e t u s p ro c e e d a s fo llo w s
C h e c k th e c o n tro lla b iliy m a trix . H e re
3
A =
2
M = [B
30
1
1
,B =
1 .5
4
1 1
AB ] =
, R ank (M
4 4
)=1
An Exam ple
x&1 = 3 x1 + x 2 + u
x& 2 = 2 x1 + 1.5 x 2 + 4 u
C ontrollability ????
Apparantly Y ES
Solution:
Let us proceed as follow s
C heck the controllabiliy m atrix. H ere
Interesting
3 1
1
A=
,B =
2 1.5
4
1 1
, R ank ( M ) = 1
M = [ B AB ] =
4 4
31
F ro m th e s ta te -s p a c e m o d e l, w e h a v e
&&
x 1 + 1 . 5 x& 1 2 . 5 x 1 = u& + 2 . 5 u L
(s
Y
U
) (s ) = (s
+ 1 .5 s 2 .5 Y
(s )
(s )
(s
(s
2
+ 2 .5
+ 1 .5 s 2 .5
+ 2 . 5 )U
(s
(s
(s )
+ 2 .5
+ 2 .5
)(s
1)
Remarks
The system can not be controllable if it is not reducible to controllable
canonical form
B should not be in the eigen-space of A. Alternatively
B should not be in the null space of A
Conclusion
Actuator position is very important
32
A n o th e r E x a m p l e
x& 1 = x 1 + x 2 + 4 u 1 + 2 u 2
x& 2 = x 2
x& 3 = 2 x 3 + 3 u 1
y = x1
C o n tro lla b ility ? ? ? ?
33
Output Controllability
This can also be defined in the manner similar to state
controllability.
The system is said to be completely output controllable if it is
possible to construct an unconstrained control vector u(t)
that will transfer the output y(t) to origin from any initial
condition.
Let us consider
x (t) = Ax (t) + Bu (t),
x (t 0 ) = x0
y (t) = Cx (t)
OM = CB CAB CA n1B
Stabilizability
For partially controllable systems, if the controllable modes
35
36
Consider
x (t) = Ax (t),
x (t 0 ) = x 0
y (t) = Cx (t)
Definition: Let y(t;t0,x,u) be the output of the above system to the
37
x (t 0 ) = x 0
y (t) = Cx (t)
38
n1
(A )
At
n 1
(t ) A k , therefore
k =0
n 1
CA
= 0 (t ) 1 (t ) n 1 (t ) = (OM )
n 1
CA
OM nmn = Observability matrix
For Complete observability, the observability matrix s hould be Full Rank .
Sometimes in literature
n 1
OM = C A C ( A ) C
An Example:
x = Ax + Bu,
y = Cx where
1
0
1
, B = ,C = [1 0 ]
A=
2 1
1
Here
1 1
Rank (OM ) = 2
OM = C A C =
0 1
Hence the system is completely
completely state
state observable
observable
x = 0
0
1 x + 0 u,
y = [ 4 5 1] x
6 11 6
1
40
x = 0
0
1 x + 0 u
6 11 6
1
y = [ 4 5 1] x
Rank of the observability matrix
2
= Rank (OM ) = C A C ( A ) C = 2
41
X1 (s )
Also Computing
from state equations, we have
U (s )
X1 (s )
1
1
= 3
=
U (s ) s + 6s 2 + 11s + 6 (s + 1)(s + 2)(s + 3)
Y (s ) Y (s ) X1 (s )
(s + 1)(s + 4)
=
=
U (s ) X1 (s ) U (s ) (s + 1)(s + 2)(s + 3)
(s + 4)
=
(s + 2)(s + 3)
42
X1 (s )
Also Computing
from state equations, we have
U (s )
X1 (s )
1
1
= 3
=
U (s ) s + 6s 2 + 11s + 6 (s + 1)(s + 2)(s + 3)
Y (s ) Y (s ) X1 (s )
(s + 1)(s + 4)
=
=
U (s ) X1 (s ) U (s ) (s + 1)(s + 2)(s + 3)
(s + 4)
=
(s + 2)(s + 3)
43
1
0
0
x& =
x + u
0.4 1.3
1
y = [ 0.8 1] x
1
0
M =
; Rank ( M ) = 2 CSC
1 1.3
0.8 0.4
OM =
; Rank ( OM ) = 1 NOT CSO
1 0.5
Show if there is Poles Zero Cancellation or not??????
44
T ry th is o n e
2
x& = 0
0
y = [1
45
0
2
0 x
3
1
1 1] x
0
Duality properties
Symmetry properties exists
Observability (Reconstructability)
Controllability (Reachability)
The Linear time-invariant system
x = Ax + Bu
y = Cx
is the dual of the system (and vice versa)
z = A1z + B1v
y * = C1x*
where A1 = AT ,B1 = CT ,C1 = BT
46
47
*
* *
*
* n1
Rank( C C A C ( A ) ) = n
1 v n
48